Concerts on the latest tour feature tributes to their favorite artists along with music from the new album.

"This really is what separates the men from the boys: Can you perform in front of an audience and send them away with good feelings at the end of the night?" Shaffer asked. "And that's what I'm endeavouring to do."

The Canadian-born Shaffer, 67, was best known as the band leader on "Late Night with David Letterman" on NBC from 1982 to 1993 and "Late Show with David Letterman" on CBS from 1993 to 2015.

He also served as musical director for the Blues Brothers, John Belushi and Dan Aykroyd, whenever they performed or recorded.

In fact, the last time Shaffer toured was with the Blues Brothers, in 1980. The Blue Brothers gained fame originally as a "Saturday Night Live" skit, and later toured and made a movie.

“We were all so young, just starting out," he said of that tour 37 years ago.

"John and Danny were so hot. Everybody wanted to play for them. We had the all-time greatest soul and blues review that was ever put together."

And he said one member of the original Blues Brothers plan to join him at Saturday's show: Steve Cropper, who played with Booker T & the M.G.'s (1962 hit "Green Onions"), the same band that backed artists including Otis Redding and Sam & Dave ("Soul Man," "Hold On, I'm Comin' ").

Cropper is listed as 39th on Rolling Stone magazine's top 100 greatest guitarists of all time.

Shaffer said he plans to tell stories during his show about his Blues Brothers days, along with his years beside Letterman on late-night TV. Most members of The World's Most Dangerous Band — who performed with him on the show — are touring with him.

"It was so unusual to be a musician and go to work in the same place every day," he said. "It made it possible for me to have a family and a normal life. I was home for dinner and stuff."

Shaffer said he enjoyed working alongside Letterman, who made every TV show unique.

"You were totally flying by the seat of your pants every single day," he said. "I'm very proud and happy to have had that experience."

Touring throughout North America for the first time in nearly four decades should be interesting, but not as much as performing alongside the Blue Brothers, Shaffer said.

“This time, I’m a little more mature, you know," he added. "I just may head back to the room and watch the news and hit the sack. It was a little bit different back then.”